+6,434.3%
MCD vs SONY
+594.1%
+5,840.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -1.9% | +2.1% | -4.0% | -2.3% |
| 30D | +16.6% | +9.2% | +7.4% | +14.8% |
| 3M | +0.9% | +12.2% | -11.2% | -1.1% |
| 6M | +1.5% | +24.4% | -23.0% | -2.4% |
| YTD | -8.3% | +3.5% | -11.8% | -9.3% |
| 1Y | -8.1% | -9.2% | +1.0% | -7.1% |
| 3Y | +10.3% | +55.6% | -45.3% | +0.3% |
| 5Y | +23.4% | +12.0% | +11.5% | +17.3% |
| 10Y | +205.9% | +363.7% | -157.7% | +124.6% |
| All | +6,434.3% | +594.1% | +5,840.2% | +3,208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling